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US TSY FUTURES: Short Setting In The Long End Dominated On Thursday

US TSY FUTURES

OI data points to a mix of net short cover (TU), net short setting (FV, US & WN) and long cover (TY & UXY) during Thursday’s twist steepening of the curve.

  • The net short setting in US & WN futures dominated in DV01 equivalent terms.

 

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OI data points to a mix of net short cover (TU), net short setting (FV, US & WN) and long cover (TY & UXY) during Thursday’s twist steepening of the curve.

  • The net short setting in US & WN futures dominated in DV01 equivalent terms.

 

Keep reading...Show less